# BlackScholes Calculator

This is a standard Black Scholes option calculator coded using javascript. Results aquired here should be used for benchmarking or just for fun! We use the Black Scholes formula for a call option $$C(S,t) = SN(d_1) - E e^{-r(T-t)} N(d_2)$$ and a put option $$P(S,t) = E e^{-r(T-t)} N(-d_2) -S N(-d_1)$$ where $$d_1 = \frac{1}{\sigma\sqrt{T-t}} \bigg[ \ln\bigg(\frac{S}{E}\bigg) + \bigg( r + \frac{\sigma^2}{2} \bigg)\bigg],$$ $$d_2=d_1-\sigma\sqrt{T-t}$$ and $N(\cdot)$ is the cumulative distribution function of the standard normal distribution.

Spot Price $(S_t=9.735$ is $\$ 9.735 )$: Strike Price$($or exercise price$E=10$is$ \$10 )$:
Time left to Maturity $(T-t=1$ is one year$)$:
Interest Rate $( r=0.05$ is $5 \% )$:
Volatility $(\sigma=0.4$ is $40\%)$:

Results will appear here.